+71.8%
AGI vs URA
-51.6%
+123.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.8% | -0.4% | -2.7% |
| 7D | -7.5% | +4.5% | -12.0% | -9.1% |
| 30D | -9.9% | -13.4% | +3.6% | -4.6% |
| 3M | -14.2% | -28.4% | +14.2% | -2.2% |
| 6M | -35.2% | -40.5% | +5.3% | -20.6% |
| YTD | -25.2% | -24.3% | -1.0% | -16.6% |
| 1Y | -14.3% | -28.8% | +14.5% | -2.6% |
| 3Y | +127.7% | +37.6% | +90.1% | +94.6% |
| 5Y | +243.4% | +30.7% | +212.8% | +187.8% |
| 10Y | +384.1% | +266.8% | +117.3% | +144.3% |
| All | +71.8% | -51.6% | +123.4% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling